V-Lab: Rithm Property Trust Inc MEM Volatility Analysis

V-Lab

Rithm Property Trust Inc MEM Volatility Analysis

Volatility Prediction for Friday, June 13th, 2025:23.92% (-1.32%)

Analysis last updated: Thursday, June 12, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0321	10.00
$α$	0.2106	34.57
$β$	0.7894	144.47

Estimation Period:
Feb 16, 2015 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts